On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940)
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scientific article; zbMATH DE number 5042620
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| English | On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models |
scientific article; zbMATH DE number 5042620 |
Statements
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (English)
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26 July 2006
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continuous semimartingale
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entropy
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exponential inequalities
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maximum likelihood estimation
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rate of convergence
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M-estimators
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uniform exponential inequality
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ergodic diffusions
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0.7816692590713501
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0.7654091715812683
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0.7615734934806824
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0.7610657811164856
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